| Metric | 11372615:btcusd:triple_med_gx:lsma50_25 | 11372615:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -15.37% | 183.01% |
| Max Drawdown | -36.38% | -67.18% |
| Sharpe | -0.08 | 0.41 |
| Sortino | -0.12 | 0.6 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | 1.02 | 1.06 |
| CPC Index | 0.47 | 0.61 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 43.11 | 3.39 |
| Outlier Loss Ratio | 4.28 | 3.31 |
| Volatility (ann.) | 9.33% | 26.3% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.13 | 0.52 |
| Skew | 1.78 | 0.18 |
| Kurtosis | 60.49 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.39% | 2.45% |
| Expected Yearly % | -4.09% | 29.7% |
| Kelly Criterion | -7.47% | 7.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.23% |
| Expected Shortfall (cVaR) | -0.81% | -2.23% |
| Year | 11372615:BTCUSD | 11372615:btcusd:triple_med_gx:lsma50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | 4.64 | -0.08 | + |
| 2023 | 155.54 | -11.38 | -0.07 | - |
| 2024 | 121.00 | 3.50 | 0.03 | - |
| 2025 | 30.14 | -11.83 | -0.39 | - |
| Metric | 11372615:btcusd:triple_med_gx:lsma50_25 | 11372615:BTCUSD |
|---|---|---|
| MTD | -0.71% | 13.36% |
| 3M | 4.78% | 45.08% |
| 6M | -12.03% | 28.47% |
| YTD | -11.83% | 30.14% |
| 1Y | -16.92% | 105.13% |
| 3Y (ann.) | -7.3% | 81.7% |
| 5Y (ann.) | -4.66% | 34.66% |
| Metric | 11372615:btcusd:triple_med_gx:lsma50_25 | 11372615:BTCUSD |
|---|---|---|
| Max Drawdown | -36.38% | -67.18% |
| Longest DD Days | 1079.0 | 683.0 |
| Avg. Drawdown | -4.74% | -7.49% |
| Avg. Drawdown Days | 87.0 | 37.0 |
| Recovery Factor | -0.42 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2025-07-14 | -36.38 | 1079 |
| 2022-02-27 | 2022-06-21 | -9.18 | 113 |
| 2022-01-26 | 2022-02-06 | -5.64 | 11 |
| 2022-07-05 | 2022-07-06 | -4.01 | 1 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| Metric | 11372615:btcusd:triple_med_gx:lsma50_25 | 11372615:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 10.75% | 35.75% |
| Worst Week | -9.4% | -29.64% |
| Best Month | 11.28% | 43.77% |
| Worst Month | -11.87% | -37.12% |
| Best Year | 4.64% | 155.54% |
| Worst Year | -11.83% | -61.49% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 2.59% | 8.06% |
| Avg. Down Week | -2.48% | -3.87% |
| Avg. Up Month | 3.38% | 14.99% |
| Avg. Down Month | -4.97% | -9.87% |
| Win Days % | 43.06% | 51.25% |
| Win Month % | 51.16% | 60.47% |
| Win Week % | 43.85% | 51.87% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |